+15.5%
GEHC vs XRT
+45.8%
-30.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.9% |
| 7D | -4.0% | +0.8% | -4.8% | -4.5% |
| 30D | -2.0% | -4.2% | +2.2% | +0.7% |
| 3M | +8.0% | +5.1% | +2.9% | +4.5% |
| 6M | -12.8% | +2.4% | -15.2% | -14.1% |
| YTD | -15.9% | +3.2% | -19.1% | -17.7% |
| 1Y | -6.9% | +1.5% | -8.4% | -8.0% |
| 3Y | 0.0% | +40.6% | -40.6% | -18.1% |
| All | +15.5% | +45.8% | -30.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling